+224.6%
ESI vs IAG
+300.0%
-75.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.1% |
| 7D | +3.3% | -0.5% | +3.9% | +3.4% |
| 30D | -5.9% | +28.9% | -34.8% | -8.1% |
| 3M | -14.1% | +19.1% | -33.2% | -15.6% |
| 6M | +6.6% | -10.3% | +16.8% | +6.8% |
| YTD | +45.0% | +24.2% | +20.8% | +41.4% |
| 1Y | +41.5% | +116.5% | -75.0% | +32.0% |
| 3Y | +78.8% | +742.8% | -664.0% | +47.9% |
| 5Y | +70.9% | +753.3% | -682.4% | +36.7% |
| 10Y | +317.1% | +403.2% | -86.1% | +225.4% |
| All | +224.6% | +300.0% | -75.4% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling